TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 188

SAS/Ets User's Guide 188. Provides detailed reference material for using SAS/ETS software and guides you through the analysis and forecasting of features such as univariate and multivariate time series, cross-sectional time series, seasonal adjustments, multiequational nonlinear models, discrete choice models, limited dependent variable models, portfolio analysis, and generation of financial reports, with introductory and advanced examples for each procedure. You can also find complete information about two easy-to-use point-and-click applications: the Time Series Forecasting System, for automatic and interactive time series modeling and forecasting, and the Investment Analysis System, for time-value of money analysis of a variety of investments | 1862 F Chapter 29 The TIMESERIES Procedure corr lag n acov acf acfstd pacf pacfstd iacf iacfstd wn wnprob The following options can be specified in the CORR statement following the slash NLAG number specifies the number of lags to be stored in the OUTCORR data set or to be plotted. The default is 24 or three times the length of the seasonal cycle whichever is smaller. The LAGS option takes precedence over the NLAG option. LAGS numlist specifies the list of lags to be stored in OUTCORR data set or to be plotted. The list of lags must be separated by spaces or commas. For example LAGS 1 3 specifies the first then third lag. NPARMS number specifies the number of parameters used in the model that created the residual time series. The number of parameters determines the degrees of freedom associated with the Ljung-Box statistics. The default is NPARMS 0. This option is useful when analyzing the residuals of a time series model with the number of parameters specified by NPARMS number option. TRANSPOSE NO YES specifies which values are recorded as column names in the OUTCORR data set. TRANS-POSE YES specifies that lags be recorded as the column names instead of correlation statistics as the column names. The TRANSPOSE NO option is useful for graphing the correlation results with SAS GRAPH procedures. The TRANSPOSE YES option is useful for analyzing the correlation results with other SAS procedures such as the CLUSTER procedure of SAS STAT or SAS Enterprise Miner software. The default is TRANSPOSE NO. CROSSCORR Statement CROSSCORR statistics options A CROSSCORR statement can be used with the TIMESERIES procedure to specify options that are related to cross-correlation analysis of the accumulated time series. Only one CROSSCORR statement is allowed. The following time domain statistics are available LAG time lag N number of variance products CCOV cross covariances CCF cross-correlations CCFSTD cross-correlation standard errors CCF2STD an indicator of whether .

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